Proceedings of the Business and Economic Statistics SectionThe Association, 1993 - Commercial statistics |
Contents
Application to Money Stock William A Barnett | 1 |
An Application of the Johansen Procedure to | 11 |
A Theoretical Appraisal Huw Pill Stanford University | 20 |
Copyright | |
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Common terms and phrases
algorithm alternative American Statistical Association analysis approach ARIMA ARIMA models assets asymptotic autoregressive b₁ Barnett BDS statistic business cycle censored regression model coefficient cointegration component convergence Dagum defined demand denote differencing distribution Divisia Divisia index Divisia monetary aggregates duration of unemployment dynamic Econometrics Economic effect elasticities empirical equation exchange rate Figure filter forecast frequency function GARCH Gibbs sampling growth H₁ hedging Hinich income indicator interest rate International Journal Kalman filter least squares likelihood estimation linear litigation research matrix maximum likelihood mean measure method monetary aggregates monthly nonlinear nonparametric normal normal distribution null hypothesis observations obtained p₁ paper parameter period portfolio prediction prior probability procedure random ratio reported residuals risk sample seasonal adjustment Section significant simulation specification stochastic Table test statistic trend unit root values variables variance vector zero